+363.6%
IGV vs QLD
+1,468.8%
-1,105.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | QLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.5% | +2.2% | +1.0% |
| 7D | +2.3% | +7.0% | -4.7% | -1.3% |
| 30D | -6.0% | -14.3% | +8.3% | +1.0% |
| 3M | -4.8% | -16.0% | +11.2% | +3.1% |
| 6M | +14.2% | -14.2% | +28.5% | +20.4% |
| YTD | -4.2% | +12.8% | -17.0% | -13.1% |
| 1Y | -5.3% | +14.1% | -19.3% | -14.8% |
| 3Y | +38.8% | +146.0% | -107.2% | -20.0% |
| 5Y | +14.2% | +82.0% | -67.8% | -28.0% |
| All | +363.6% | +1,468.8% | -1,105.2% | -18.9% |
Cumulative growth
Daily Returns
Daily percentage return beside QLD.
Daily Out/Under-Performance
Portfolio return minus QLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × QLD return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded QLD wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling